Robust testing for explosive behavior with strongly dependent errors (Q6193068): Difference between revisions

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+Modeling and Forecasting Realized Volatility
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Simple Robust Testing of Hypotheses in Nonlinear Models
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+Unit Root Tests under Time-Varying Variances
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+STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
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+Testing for unit roots in time series models with non-stationary volatility
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+Learning can generate long memory
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+Type I and type II fractional Brownian motions: a reconsideration
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+Q4840212
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+Testing explosive bubbles with time-varying volatility
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+Gaussian pseudo-maximum likelihood estimation of fractional time series models
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+A Generalised Fractional Differencing Bootstrap for Long Memory Processes
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Mildly explosive autoregression under weak and strong dependence
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+Alternative forms of fractional Brownian motion
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+Weak convergence of multivariate fractional processes
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+Time Series Regression with a Unit Root
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+Towards a unified asymptotic theory for autoregression
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+ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
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+Limit theory for moderate deviations from a unit root
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+Real time monitoring of asset markets: Bubbles and crises
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+TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&amp;P 500
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+TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS
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+Inference in Autoregression under Heteroskedasticity
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+Dating the timeline of financial bubbles during the subprime crisis
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+Convergence of stochastic processes
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+EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
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+Exact local Whittle estimation of fractional integration
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+The Fractional Unit Root Distribution
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+A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
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+Adaptive estimation of autoregressive models with time-varying variances
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